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Янсен С. - Машинное обучение для алгоритмической торговли на финансовых рынках. Практикум - 2020
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Янсен С. - Машинное обучение для алгоритмической торговли на финансовых рынках. Практикум - 2020
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文件列表
Архив/Code/Chapter12/02_manifold_learning/02_manifold_learning_lle.ipynb
13.1 MB
Янсен С. - Машинное обучение для алгоритмической торговли на финансовых рынках. Практикум - 2020.pdf
12.8 MB
Архив/Code/Chapter12/02_manifold_learning/03_manifold_learning_tsne_umap.ipynb
12.0 MB
Архив/Code/Chapter11/04_model_interpretation/model_interpretation.ipynb
6.7 MB
Архив/Цветные иллюстрации к гл. 1-15.pdf
5.2 MB
Архив/Code/Chapter14/07_yelp/lda_yelp_reviews.ipynb
2.7 MB
Архив/Code/Chapter12/02_manifold_learning/01_manifold_learning_intro.ipynb
2.7 MB
Архив/Code/Chapter15/keras/TED/en/ngrams_3/tensorboard/events.out.tfevents.1544425993.applied-ai
1.7 MB
Архив/Code/Chapter14/04_lda_with_sklearn.ipynb
1.6 MB
Архив/Code/Chapter14/06_earnings_calls/lda_earnings_calls.ipynb
1.5 MB
Архив/Code/Chapter09/02_bayesian_logistic_regression.ipynb
1.5 MB
Архив/Code/Chapter05/04_efficient_frontier/mean_variance_optimization.ipynb
1.5 MB
Архив/Code/Chapter09/03_bayesian_sharpe_ratio.ipynb
1.4 MB
Архив/Code/Chapter08/03_vector_autoregressive_model.ipynb
1.1 MB
Архив/Доп. главы книги/Глава 17.pdf
1.1 MB
Архив/Code/Chapter14/07_yelp/experiments/0.001/0.25/0/50/1/lda.state
1.1 MB
Архив/Code/Chapter14/07_yelp/experiments/0.001/0.5/1/50/1/lda.state
1.1 MB
Архив/Code/Chapter14/07_yelp/experiments/0.001/0.25/1/50/1/lda.state
1.1 MB
Архив/Code/Chapter07/03_stock_price_prediction/linear_regression.ipynb
1.1 MB
Архив/Доп. главы книги/Глава 19.pdf
1.0 MB
Архив/Доп. главы книги/Глава 18.pdf
988.0 kB
Архив/Доп. главы книги/Глава 21.pdf
987.0 kB
Архив/Code/Chapter06/01_k_nearest_neighbors/machine_learning_workflow.ipynb
966.1 kB
Архив/Code/Chapter11/01_gbm_baseline/gbm_baseline.ipynb
931.0 kB
Архив/Доп. главы книги/Глава 20.pdf
903.2 kB
Архив/Code/Chapter02/01_NASDAQ_TotalView-ITCH_Order_Book/01_build_itch_order_book.ipynb
784.8 kB
Архив/Code/Chapter08/01_stationarity_and_arima.ipynb
783.4 kB
Архив/Code/Chapter12/03_clustering_algorithms/05_density_based_clustering.ipynb
756.7 kB
Архив/Code/Chapter04/02_alpha_factor_library/factor_library.ipynb
729.0 kB
Архив/Code/Chapter12/04_hierarchical_risk_parity/hrp.ipynb
686.7 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/50/0.5/0/50/25/lda.state
655.7 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/50/1.0/0/50/25/lda.state
655.7 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/50/0.25/0/50/25/lda.state
654.3 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/50/1.0/1/50/25/lda.state
653.6 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/50/0.5/1/50/25/lda.state
653.6 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/50/0.25/1/50/25/lda.state
650.9 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/50/1.0/0/50/1/lda.state
650.0 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/50/0.5/0/50/1/lda.state
650.0 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/50/1.0/1/50/1/lda.state
649.8 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/50/0.5/1/50/1/lda.state
649.8 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/50/0.25/0/50/1/lda.state
649.0 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/50/0.25/1/50/1/lda.state
648.7 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/50/0.1/0/50/25/lda.state
640.3 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/50/0.1/1/50/25/lda.state
637.5 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/50/0.1/1/50/1/lda.state
636.2 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/50/0.1/0/50/1/lda.state
635.5 kB
Архив/Доп. главы книги/Приложение 1.pdf
581.1 kB
Архив/Code/Chapter05/02_risk_metrics_pyfolio/pyfolio_demo.ipynb
568.0 kB
Архив/Code/Chapter08/02_arch_garch_models.ipynb
552.3 kB
Архив/Code/Chapter14/07_yelp/experiments/0.001/1.0/1/25/1/lda.state
548.2 kB
Архив/Code/Chapter14/07_yelp/experiments/0.001/0.5/1/25/1/lda.state
547.8 kB
Архив/Code/Chapter14/07_yelp/experiments/0.001/0.25/1/25/1/lda.state
546.8 kB
Архив/Code/Chapter14/07_yelp/experiments/0.001/0.5/0/25/1/lda.state
543.9 kB
Архив/Code/Chapter14/07_yelp/experiments/0.001/0.25/0/25/1/lda.state
543.7 kB
Архив/Code/Chapter14/07_yelp/experiments/0.001/0.1/0/25/1/lda.state
538.1 kB
Архив/Code/Chapter12/03_clustering_algorithms/03_kmeans_evaluation.ipynb
513.5 kB
Архив/Code/Chapter06/03_bias_variance/bias_variance.ipynb
512.7 kB
Архив/Code/Chapter12/03_clustering_algorithms/01_clustering_algos.ipynb
505.4 kB
Архив/Code/Chapter09/04_linear_regression.ipynb
474.5 kB
Архив/Code/Chapter07/01_linear_regression/linear_regression_intro.ipynb
447.3 kB
Архив/Code/Chapter14/07_yelp/experiments/0.001/0.5/0/20/1/lda.state
442.2 kB
Архив/Code/Chapter14/07_yelp/experiments/0.001/0.25/0/20/1/lda.state
440.6 kB
Архив/Code/Chapter14/07_yelp/experiments/0.001/0.5/1/20/1/lda.state
440.1 kB
Архив/Code/Chapter14/07_yelp/experiments/0.001/0.25/1/20/1/lda.state
439.3 kB
Архив/Code/Chapter14/07_yelp/experiments/0.001/1.0/1/20/1/lda.state
439.3 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/100/0.5/0/50/25/lda.state
436.6 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/100/1.0/0/50/25/lda.state
436.6 kB
Архив/Code/Chapter14/07_yelp/experiments/0.001/0.1/0/20/1/lda.state
436.5 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/100/0.25/0/50/25/lda.state
435.1 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/100/0.5/1/50/25/lda.state
432.7 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/100/1.0/1/50/25/lda.state
432.7 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/100/0.25/1/50/25/lda.state
431.8 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/100/1.0/0/50/1/lda.state
431.3 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/100/0.5/0/50/1/lda.state
431.3 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/100/0.5/1/50/1/lda.state
431.3 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/100/1.0/1/50/1/lda.state
431.3 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/100/0.25/0/50/1/lda.state
430.0 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/100/0.25/1/50/1/lda.state
430.0 kB
Архив/Code/Chapter12/01_linear_dimensionality_reduction/02_the_math_behind_pca.ipynb
425.8 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/100/0.1/0/50/25/lda.state
421.9 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/100/0.1/1/50/25/lda.state
418.4 kB
Архив/Code/Chapter11/02_gbm_tuning_with_sklearn/gbm_tuning_with_sklearn.ipynb
417.6 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/100/0.1/1/50/1/lda.state
416.6 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/100/0.1/0/50/1/lda.state
416.6 kB
Архив/Code/Chapter02/03_sec_edgar/edgar_xbrl.ipynb
388.2 kB
Архив/Code/Chapter07/03_stock_price_prediction/logistic_regression.ipynb
386.0 kB
Архив/Code/Chapter14/07_yelp/experiments/0.005/1.0/0/50/1/lda.state
374.3 kB
Архив/Code/Chapter14/07_yelp/experiments/0.005/0.5/0/50/1/lda.state
372.2 kB
Архив/Code/Chapter14/07_yelp/experiments/0.005/0.25/0/50/1/lda.state
370.4 kB
Архив/Code/Chapter14/07_yelp/experiments/0.005/0.5/1/50/1/lda.state
370.2 kB
Архив/Code/Chapter14/07_yelp/experiments/0.005/0.25/1/50/1/lda.state
368.2 kB
Архив/Code/Chapter14/07_yelp/experiments/0.005/0.1/1/50/1/lda.state
355.2 kB
Архив/Code/Chapter10/02_random_forest.ipynb
348.0 kB
Архив/Code/Chapter09/05_bayesian_time_series.ipynb
342.6 kB
Архив/Code/Chapter14/07_yelp/experiments/0.001/1.0/1/15/1/lda.state
337.6 kB
Архив/Code/Chapter14/07_yelp/experiments/0.001/0.5/0/15/1/lda.state
337.0 kB
Архив/Code/Chapter14/07_yelp/experiments/0.001/0.25/0/15/1/lda.state
336.7 kB
Архив/Code/Chapter14/07_yelp/experiments/0.001/0.25/1/15/1/lda.state
336.6 kB
Архив/Code/Chapter14/07_yelp/experiments/0.001/0.5/1/15/1/lda.state
336.2 kB
Архив/Code/Chapter14/07_yelp/experiments/0.001/0.1/0/15/1/lda.state
333.8 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/50/0.5/1/25/25/lda.state
332.3 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/50/1.0/1/25/25/lda.state
332.3 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/50/0.5/0/25/25/lda.state
331.9 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/50/1.0/0/25/25/lda.state
331.9 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/50/0.25/0/25/25/lda.state
331.4 kB
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Архив/Code/Chapter12/01_linear_dimensionality_reduction/03_pca_and_risk_factor_models.ipynb
312.9 kB
Архив/Code/Chapter05/05_kelly/kelly_rule.ipynb
307.4 kB
Архив/Code/Chapter11/03_state_of_the_art_gbm/eval_results.ipynb
301.9 kB
Архив/Code/Chapter12/03_clustering_algorithms/04_hierarchical_clustering.ipynb
290.9 kB
Архив/Code/Chapter07/02_factor_models/fama_macbeth.ipynb
290.5 kB
Архив/Code/Chapter12/01_linear_dimensionality_reduction/01_pca_key_ideas.ipynb
289.3 kB
Архив/Доп. главы книги/Приложение 2.pdf
288.2 kB
Архив/Code/Chapter02/02_data_providers/zipline/zipline_example.ipynb
277.5 kB
Архив/Code/Chapter09/06_stochastic_volatility.ipynb
277.3 kB
Архив/Code/Chapter15/keras/TED/en/ngrams_3/tensorboard/meta.tsv
274.6 kB
Архив/Code/Chapter02/02_data_providers/LOBSTER/itch_data.ipynb
271.2 kB
Архив/Code/Chapter14/06_earnings_calls/experiments/50/0.5/0/20/25/lda.state
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Архив/Code/Chapter14/06_earnings_calls/experiments/50/1.0/0/20/25/lda.state
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Архив/Code/Chapter15/doc2vec/yelp_sentiment.ipynb
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Архив/Code/Chapter14/07_yelp/experiments/0.001/1.0/1/10/1/lda.state
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Архив/Code/Chapter14/07_yelp/experiments/0.001/0.25/0/10/1/lda.state
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Архив/Code/Chapter02/01_NASDAQ_TotalView-ITCH_Order_Book/02_normalize_tick_data.ipynb
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Архив/Code/Chapter14/07_yelp/experiments/0.001/0.1/0/10/1/lda.state
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Архив/Code/Chapter14/06_earnings_calls/experiments/250/0.5/0/50/25/lda.state
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Архив/Code/Chapter12/03_clustering_algorithms/02_kmeans_implementation.ipynb
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Архив/Code/Chapter14/06_earnings_calls/experiments/250/0.25/1/50/25/lda.state
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